## [1] "number of cores available = 1"
#Phi[1] ; eta = valeur de fin Phi[2] = valeur du noeud Phi[3] = echelle
m <- function(t, eta, phi) (phi[,1] + eta)/(1+exp((phi[,2]-t)/phi[,3]))
#=======================================#
param <- list(sigma2 = 0.05,
rho2 = 0.1,
mu = c(5,90,5),
omega2 = c(0.5,0.1,0.01),
#Survival data,
nu2 = 0.5,
a = 90,
b = 50,
alpha = 7,
beta = 10)
#=======================================#
t <- seq(60,120, length.out = 10) #value of times
dt_NLME <- NLME_data(G = 10, ng = 12, time = t, fct = m, param = param)
dt_SF <- SF_obs(dt_NLME, param, m)
getDim(dt_NLME)
## G ng n N F.
## 10 12 1200 120 3
Y <- dt_NLME$obs
source('joint_model.R')
Chunk execution time = 00min 00sec
| sigma2 | rho2 | mu1 | mu2 | mu3 | omega21 | omega22 | omega23 | nu2 | a | b | alpha | beta | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Oracle | 0.0489 | 0.1008 | 4.7284 | 89.9405 | 5.0174 | 0.4962 | 0.1084 | 0.0093 | 0.8999 | 90.0000 | 50.0000 | 7.0000 | 10.000 |
| Initialisation | 0.0625 | 0.2000 | 6.6014 | 118.8261 | 6.6014 | 0.1000 | 0.1000 | 0.1000 | 0.6196 | 118.9227 | 62.4057 | 9.1749 | 12.996 |
Légende des graphs : En pointillé les moyennes à priori, la ligne vertical orange symbolise la phase de correction
niter <- 100
correction.phase <- 15
MH.iter <- function(k) ifelse(k<=correction.phase, 100, 100)
sd.eta <- function(k) 0.04
sd.phi <- function(k) ifelse(k<=correction.phase, 0.5, 0.05 )
for(i in 1:20)
{
res <- SAEM(niter, MH.iter, para, Phi, S$eval, Z, sim, maxi, eps = 1e-3, verbatim = 2)
affichage(res)
}
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 10sec"
## [1] "SAEM execution time = 01min 10sec"
## [1] "SAEM execution time = 01min 10sec"
## [1] "SAEM execution time = 01min 10sec"
## [1] "SAEM execution time = 01min 10sec"
## [1] "SAEM execution time = 01min 09sec"
## [1] "SAEM execution time = 01min 10sec"
## [1] "SAEM execution time = 01min 09sec"
Chunk execution time = 23min 38sec